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Estimation of fixed effects dynamic panel data models : linear differencing or conditional expectation

Hsiao, Cheng - In: Econometric reviews 39 (2020) 8, pp. 858-874

Persistent link: https://www.econbiz.de/10012295585

Panel models with interactive effects

Hsiao, Cheng - In: Journal of econometrics 206 (2018) 2, pp. 645-673

Persistent link: https://www.econbiz.de/10012110421

An econometrician's perspective on big data

Hsiao, Cheng - In: Essays in honor of Cheng Hsiao, (pp. 413-423). 2020

Persistent link: https://www.econbiz.de/10012249466

Unions and Employment Stability: A Sequential Logit Approach.

Kahn, Lawrence M; Morimune, Kimio - In: International Economic Review 20 (1979) 1, pp. 217-35

Persistent link: https://www.econbiz.de/10005401081

ARIMA approach to the unit root analysis of macro economic time series

Morimune, Kimio; Miyazaki, Kenji - In: Mathematics and Computers in Simulation (MATCOM) 43 (1997) 3, pp. 395-403

Persistent link: https://www.econbiz.de/10010869899

The distribution of the full information maximum likelihood estimator

Oya, Kosuke; Morimune, Kimio - In: Mathematics and Computers in Simulation (MATCOM) 33 (1992) 5, pp. 569-574

Persistent link: https://www.econbiz.de/10010870309

Estimating the rank of co-integration when the order of a vector autoregression is unknown

Morimune, Kimio; Mantani, Akihisa - In: Mathematics and Computers in Simulation (MATCOM) 39 (1995) 3, pp. 265-271

Persistent link: https://www.econbiz.de/10010870463

The discontinuous trend unit root test when the break point is misspecified

Morimune, Kimio; Nakagawa, Mitsuru - In: Mathematics and Computers in Simulation (MATCOM) 48 (1999) 4, pp. 417-427

Dickey and Fuller proposed some tests for the unit root hypothesis in uni-variate time series. [P. Perron, The great crash, the oil price shock, and the unit root hypothesis, Econometrica 57 (1989) 1361–1401] extended the t-ratio type unit root tests so that they allow for a break in the...

Persistent link: https://www.econbiz.de/10010749207

Distribution-free statistical inference for generalized Lorenz dominance based on grouped data

Murasawa, Yasutomo; Morimune, Kimio - In: Mathematics and Computers in Simulation (MATCOM) 64 (2004) 1, pp. 133-142

One income distribution is preferable to another under any increasing and Schur-concave (S-concave) social welfare function (SWF) if and only if the generalized Lorenz (GL) curve of the first distribution lies above that of the second. Thus, testing for GL dominance of one distribution over...

Persistent link: https://www.econbiz.de/10010749947

Decision rules for the choice of structural equations

Morimune, Kimio; Sawa, Takamitsu - In: Journal of Econometrics 14 (1980) 3, pp. 329-347

Persistent link: https://www.econbiz.de/10005052863